WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 404,159: 130,728 189,105 63,259 181,185 102,919 375,172 355,283: 28,987 48,876
Old : 315,752: 123,350 177,884 30,237 142,349 72,027 295,936 280,148: 19,816 35,604
Other: 88,407: 31,161 35,004 9,239 38,836 30,892 79,236 75,135: 9,171 13,272
: : :
: : Changes in Commitments from: December 17, 2013 :
: 6,974: 6,008 3,766 934 730 2,890 7,672 7,590: -698 -616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 46.8 15.7 44.8 25.5 92.8 87.9: 7.2 12.1
Old : 100.0: 39.1 56.3 9.6 45.1 22.8 93.7 88.7: 6.3 11.3
Other: 100.0: 35.2 39.6 10.5 43.9 34.9 89.6 85.0: 10.4 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 105 142 96 88 90 245 287:
Old : 358: 114 131 61 77 71 218 237:
Other: 197: 39 62 40 52 76 119 156:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 11.0 27.8 20.9 16.0 10.9 26.3 20.6
Old : 17.2 13.6 29.0 25.4 17.2 13.6 27.8 24.7
Other: 34.6 18.5 50.8 30.6 34.5 18.4 46.7 28.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 149,117: 48,146 37,231 19,246 65,899 66,176 133,291 122,653: 15,826 26,464
Old : 109,248: 47,957 35,470 5,050 44,335 51,378 97,342 91,898: 11,906 17,350
Other: 39,869: 11,221 12,793 3,164 21,564 14,798 35,949 30,755: 3,920 9,114
: : :
: : Changes in Commitments from: December 17, 2013 :
: 2,038: -1,783 3,550 -209 3,415 -473 1,423 2,868: 615 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 25.0 12.9 44.2 44.4 89.4 82.3: 10.6 17.7
Old : 100.0: 43.9 32.5 4.6 40.6 47.0 89.1 84.1: 10.9 15.9
Other: 100.0: 28.1 32.1 7.9 54.1 37.1 90.2 77.1: 9.8 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 53 46 45 54 59 128 135:
Old : 180: 55 45 25 49 52 114 112:
Other: 117: 17 33 13 35 41 62 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 24.3 29.8 34.5 16.6 20.7 26.9 29.8
Old : 23.6 28.1 35.0 38.4 21.9 28.1 33.3 38.4
Other: 31.3 30.2 48.9 38.9 31.3 27.9 48.2 36.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,178,132: 312,715 389,758 163,113 573,768 398,808 1,049,596 951,679: 128,536 226,453
Old : 975,900: 280,340 367,889 114,492 470,053 327,691 864,885 810,072: 111,015 165,828
Other: 202,232: 77,486 66,980 3,510 103,715 71,117 184,711 141,607: 17,521 60,625
: : :
: : Changes in Commitments from: December 17, 2013 :
: -16,526: -3,410 -11,128 -3,477 -4,926 -6,161 -11,813 -20,766: -4,713 4,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 33.1 13.8 48.7 33.9 89.1 80.8: 10.9 19.2
Old : 100.0: 28.7 37.7 11.7 48.2 33.6 88.6 83.0: 11.4 17.0
Other: 100.0: 38.3 33.1 1.7 51.3 35.2 91.3 70.0: 8.7 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 661: 130 165 150 239 270 466 511:
Old : 652: 138 165 120 232 255 439 477:
Other: 407: 64 82 27 78 213 154 313:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 10.4 21.5 17.8 11.9 10.0 20.8 16.1
Old : 13.3 11.6 23.4 19.3 12.9 10.9 22.2 18.3
Other: 30.6 20.0 46.1 28.0 30.6 19.6 46.0 27.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,319: 3,131 454 196 3,921 7,518 7,248 8,168: 2,071 1,151
Old : 8,823: 3,188 411 135 3,547 7,243 6,870 7,789: 1,953 1,034
Other: 496: 4 104 0 374 275 378 379: 118 117
: : :
: : Changes in Commitments from: December 17, 2013 :
: 166: 24 61 -65 -28 53 -69 49: 235 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 4.9 2.1 42.1 80.7 77.8 87.6: 22.2 12.4
Old : 100.0: 36.1 4.7 1.5 40.2 82.1 77.9 88.3: 22.1 11.7
Other: 100.0: 0.8 21.0 0.0 75.4 55.4 76.2 76.4: 23.8 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 15 7 5 12 13 30 22:
Old : 42: 15 7 5 9 13 27 22:
Other: 15: 1 3 0 8 5 9 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 50.9 59.1 71.0 44.6 50.9 55.2 68.1
Old : 45.3 51.6 58.5 72.3 45.3 51.6 56.4 69.2
Other: 71.6 60.3 75.8 76.4 69.4 60.3 72.6 72.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 628,600: 245,120 69,346 87,828 239,009 383,943 571,957 541,117: 56,643 87,483
Old : 536,833: 234,622 62,018 56,754 197,379 353,230 488,755 472,002: 48,078 64,831
Other: 91,767: 36,430 33,260 5,142 41,630 30,713 83,202 69,115: 8,565 22,652
: : :
: : Changes in Commitments from: December 17, 2013 :
: -22,261: -3,481 -2,274 78 -16,613 -16,768 -20,016 -18,964: -2,245 -3,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 11.0 14.0 38.0 61.1 91.0 86.1: 9.0 13.9
Old : 100.0: 43.7 11.6 10.6 36.8 65.8 91.0 87.9: 9.0 12.1
Other: 100.0: 39.7 36.2 5.6 45.4 33.5 90.7 75.3: 9.3 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 507: 158 129 141 135 186 365 405:
Old : 492: 161 122 122 130 179 350 374:
Other: 271: 49 80 21 51 111 112 204:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.3 20.5 17.4 29.3 9.2 18.3 17.1 25.2
Old : 10.8 22.5 19.9 32.1 10.8 20.4 19.8 27.4
Other: 26.7 25.6 43.5 36.1 26.6 23.8 43.4 34.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 341,773: 76,809 108,770 47,520 180,984 144,846 305,313 301,136: 36,460 40,637
Old : 315,901: 78,393 110,621 38,019 167,653 129,974 284,065 278,614: 31,836 37,287
Other: 25,872: 4,273 4,006 3,644 13,331 14,872 21,248 22,522: 4,624 3,350
: : :
: : Changes in Commitments from: December 17, 2013 :
: -9,222: 300 1,325 -4,181 -3,961 -1,678 -7,842 -4,534: -1,380 -4,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 31.8 13.9 53.0 42.4 89.3 88.1: 10.7 11.9
Old : 100.0: 24.8 35.0 12.0 53.1 41.1 89.9 88.2: 10.1 11.8
Other: 100.0: 16.5 15.5 14.1 51.5 57.5 82.1 87.1: 17.9 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 65 94 83 87 62 203 208:
Old : 283: 69 97 77 86 60 199 202:
Other: 66: 12 12 9 31 12 48 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 21.9 20.3 30.2 8.9 14.8 16.9 21.8
Old : 11.8 21.6 21.3 30.2 9.4 17.2 17.6 24.8
Other: 36.8 49.0 52.4 64.4 29.8 43.0 43.4 55.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 630,014: 92,267 74,627 8,803 413,563 379,367 514,633 462,797: 115,381 167,217
Old : 630,014: 92,267 74,627 8,803 413,563 379,367 514,633 462,797: 115,381 167,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -4,845: 7,875 -601 -1,116 -792 5,690 5,967 3,973: -10,812 -8,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 11.8 1.4 65.6 60.2 81.7 73.5: 18.3 26.5
Old : 100.0: 14.6 11.8 1.4 65.6 60.2 81.7 73.5: 18.3 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 30 34 17 68 79 106 122:
Old : 166: 30 34 17 68 79 106 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 13.1 36.4 22.6 23.3 10.2 31.0 17.3
Old : 24.8 13.1 36.4 22.6 23.3 10.2 31.0 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 454,101: 51,779 67,776 2,341 323,885 298,197 378,005 368,314: 76,096 85,787
Old : 454,101: 51,779 67,776 2,341 323,885 298,197 378,005 368,314: 76,096 85,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 5,511: -1,849 978 -1,193 7,125 7,426 4,083 7,211: 1,428 -1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.9 0.5 71.3 65.7 83.2 81.1: 16.8 18.9
Old : 100.0: 11.4 14.9 0.5 71.3 65.7 83.2 81.1: 16.8 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 8 17 5 43 43 54 62:
Old : 84: 8 17 5 43 43 54 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 33.7 45.8 48.0 24.3 33.7 39.9 47.1
Old : 27.3 33.7 45.8 48.0 24.3 33.7 39.9 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 3,249: 988 386 276 1,410 2,411 2,674 3,073: 575 176
Old : 3,249: 988 386 276 1,410 2,411 2,674 3,073: 575 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -184: 58 9 -29 -80 -11 -51 -31: -133 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.9 8.5 43.4 74.2 82.3 94.6: 17.7 5.4
Old : 100.0: 30.4 11.9 8.5 43.4 74.2 82.3 94.6: 17.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 4 6 14 13 26 20:
Old : 32: 7 4 6 14 13 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 60.4 52.0 76.3 36.4 53.6 49.5 66.5
Old : 36.4 60.4 52.0 76.3 36.4 53.6 49.5 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 277,183: 101,475 52,937 24,753 102,049 170,599 228,277 248,289: 48,906 28,894
Old : 253,467: 97,149 52,138 21,136 90,572 153,724 208,857 226,998: 44,610 26,469
Other: 23,716: 6,575 3,048 1,368 11,477 16,875 19,420 21,291: 4,296 2,425
: : :
: : Changes in Commitments from: December 17, 2013 :
: -4,556: -3,552 336 -898 2,135 -3,882 -2,315 -4,444: -2,241 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 19.1 8.9 36.8 61.5 82.4 89.6: 17.6 10.4
Old : 100.0: 38.3 20.6 8.3 35.7 60.6 82.4 89.6: 17.6 10.4
Other: 100.0: 27.7 12.9 5.8 48.4 71.2 81.9 89.8: 18.1 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 76 59 67 71 79 197 169:
Old : 245: 73 62 65 70 79 192 169:
Other: 81: 22 15 10 34 14 62 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.0 33.6 16.6 42.3 9.0 29.1 16.6 36.9
Old : 9.7 34.1 18.0 42.8 9.7 30.2 17.9 38.2
Other: 24.7 48.9 40.2 72.4 24.7 39.8 40.2 63.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,241: 856 1,390 51 4,710 4,507 5,617 5,948: 1,624 1,293
Old : 7,207: 854 1,391 48 4,710 4,499 5,612 5,938: 1,595 1,269
Other: 34: 5 2 0 0 8 5 10: 29 24
: : :
: : Changes in Commitments from: December 17, 2013 :
: -77: -2 403 -240 75 -191 -167 -28: 90 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 19.2 0.7 65.0 62.2 77.6 82.1: 22.4 17.9
Old : 100.0: 11.8 19.3 0.7 65.4 62.4 77.9 82.4: 22.1 17.6
Other: 100.0: 14.7 5.9 0.0 0.0 23.5 14.7 29.4: 85.3 70.6
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 7 5 16 9 29 20:
Old : 41: 11 8 5 16 8 29 19:
Other: 5: 2 1 0 0 2 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 61.5 59.1 74.1 45.8 61.3 59.0 73.9
Old : 46.1 61.7 59.4 74.4 46.1 61.6 59.4 74.2
Other: 14.7 29.4 14.7 29.4 14.7 29.4 14.7 29.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 803,307: 202,903 168,344 8,670 492,983 524,007 704,556 701,021: 98,751 102,286
Old : 803,307: 202,903 168,344 8,670 492,983 524,007 704,556 701,021: 98,751 102,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -33,313: -2,141 -4,559 -661 -23,038 -28,576 -25,840 -33,796: -7,473 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 21.0 1.1 61.4 65.2 87.7 87.3: 12.3 12.7
Old : 100.0: 25.3 21.0 1.1 61.4 65.2 87.7 87.3: 12.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 42 29 15 84 91 130 131:
Old : 199: 42 29 15 84 91 130 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 25.4 29.0 38.1 15.7 22.9 25.7 34.1
Old : 16.8 25.4 29.0 38.1 15.7 22.9 25.7 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,163,928: 252,753 358,521 37,937 1,664,914 1,337,373 1,955,604 1,733,831: 208,324 430,097
Old : 2,163,928: 252,753 358,521 37,937 1,664,914 1,337,373 1,955,604 1,733,831: 208,324 430,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -24,348: 44,097 -5,344 -11,729 -41,157 11,583 -8,789 -5,490: -15,559 -18,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 16.6 1.8 76.9 61.8 90.4 80.1: 9.6 19.9
Old : 100.0: 11.7 16.6 1.8 76.9 61.8 90.4 80.1: 9.6 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 53 76 38 115 143 191 234:
Old : 317: 53 76 38 115 143 191 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 17.5 48.7 24.9 30.9 13.6 45.3 18.9
Old : 34.0 17.5 48.7 24.9 30.9 13.6 45.3 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,877,322: 299,377 261,940 18,881 1,368,059 1,259,940 1,686,317 1,540,761: 191,005 336,561
Old : 1,877,322: 299,377 261,940 18,881 1,368,059 1,259,940 1,686,317 1,540,761: 191,005 336,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 115,556: 34,012 31,769 -6,243 86,255 75,489 114,024 101,015: 1,532 14,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 14.0 1.0 72.9 67.1 89.8 82.1: 10.2 17.9
Old : 100.0: 15.9 14.0 1.0 72.9 67.1 89.8 82.1: 10.2 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 45 49 17 91 118 147 173:
Old : 246: 45 49 17 91 118 147 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 18.8 49.2 28.7 35.3 18.2 47.3 26.6
Old : 36.2 18.8 49.2 28.7 35.3 18.2 47.3 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 306,920: 17,395 55,597 48,785 212,274 155,212 278,454 259,594: 28,466 47,326
Old : 306,920: 17,395 55,597 48,785 212,274 155,212 278,454 259,594: 28,466 47,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 16,159: 4,467 12,150 -701 8,871 5,854 12,637 17,303: 3,522 -1,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 18.1 15.9 69.2 50.6 90.7 84.6: 9.3 15.4
Old : 100.0: 5.7 18.1 15.9 69.2 50.6 90.7 84.6: 9.3 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 10 17 13 31 30 49 52:
Old : 63: 10 17 13 31 30 49 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 30.4 56.1 45.2 32.4 25.1 39.7 30.7
Old : 42.8 30.4 56.1 45.2 32.4 25.1 39.7 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 59,754: 15,183 10,626 290 36,133 41,554 51,606 52,469: 8,149 7,285
Old : 59,754: 15,183 10,626 290 36,133 41,554 51,606 52,469: 8,149 7,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -27,413: -3,829 3,623 -4,451 -17,346 -25,254 -25,625 -26,082: -1,788 -1,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 17.8 0.5 60.5 69.5 86.4 87.8: 13.6 12.2
Old : 100.0: 25.4 17.8 0.5 60.5 69.5 86.4 87.8: 13.6 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 27 22 5 37 20 65 46:
Old : 102: 27 22 5 37 20 65 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 47.5 42.9 66.4 27.5 47.3 42.5 66.1
Old : 27.5 47.5 42.9 66.4 27.5 47.3 42.5 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 119,508: 30,366 21,252 579 72,266 83,107 103,211 104,938: 16,297 14,570
Old : 119,508: 30,366 21,252 579 72,266 83,107 103,211 104,938: 16,297 14,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -21,206: -5,393 2,133 -2,241 -12,402 -20,579 -20,036 -20,687: -1,170 -519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 17.8 0.5 60.5 69.5 86.4 87.8: 13.6 12.2
Old : 100.0: 25.4 17.8 0.5 60.5 69.5 86.4 87.8: 13.6 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 27 22 5 37 20 65 46:
Old : 102: 27 22 5 37 20 65 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 47.5 42.9 66.4 27.5 47.3 42.5 66.1
Old : 27.5 47.5 42.9 66.4 27.5 47.3 42.5 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 7,599: 5,610 6,100 1,385 569 90 7,564 7,575: 35 24
Old : 7,599: 5,610 6,100 1,385 569 90 7,564 7,575: 35 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -1,394: -973 -1,075 -428 22 90 -1,379 -1,413: -15 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 80.3 18.2 7.5 1.2 99.5 99.7: 0.5 0.3
Old : 100.0: 73.8 80.3 18.2 7.5 1.2 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 12 6 3 1 1 14 9:
Old : 20: 12 6 3 1 1 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 80.4 85.1 98.5 51.5 75.9 71.5 81.5
Old : 60.9 80.4 85.1 98.5 51.5 75.9 71.5 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 49,745: 5,210 23,725 0 44,501 25,895 49,711 49,620: 34 125
Old : 49,745: 5,210 23,725 0 44,501 25,895 49,711 49,620: 34 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -114: 714 529 0 -808 -660 -94 -131: -20 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 47.7 0.0 89.5 52.1 99.9 99.7: 0.1 0.3
Old : 100.0: 10.5 47.7 0.0 89.5 52.1 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 17 0 12 18 14 35:
Old : 47: 2 17 0 12 18 14 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.7 51.7 99.2 73.6 80.4 41.0 88.8 62.9
Old : 80.7 51.7 99.2 73.6 80.4 41.0 88.8 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 30,246: 1,191 19,433 0 29,054 10,743 30,245 30,176: 1 70
Old : 30,246: 1,191 19,433 0 29,054 10,743 30,245 30,176: 1 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 1,393: 383 593 0 1,043 778 1,426 1,371: -33 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 64.2 0.0 96.1 35.5 100.0 99.8: 0.0 0.2
Old : 100.0: 3.9 64.2 0.0 96.1 35.5 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 13 0 9 15 11 28:
Old : 37: 2 13 0 9 15 11 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.7 68.0 99.6 83.3 80.7 54.1 85.0 68.5
Old : 83.7 68.0 99.6 83.3 80.7 54.1 85.0 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2013